Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47428.41 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46030.39 Kr¶

PnL: ---------------------------------------> -858.18 Kr¶

DD now: ---------------------------------> -2.471 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 11:12:54.671585'

Anic Portfolio¶

This Week¶

Return: -0.261 %¶

Total¶

Return: 55.186 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -1.270000 3100.000000 173.000000 5.910000 2927.000000
HMS Networks 2 -1.640000 767.200000 94.200000 14.000000 673.000000
HEBA B 70 -3.360000 2716.000000 80.000000 3.030000 2636.000010
Nordea Bank Abp 29 0.300000 3525.240000 71.240000 2.060000 3453.999992
MedCap 2 0.000000 467.000000 46.000000 10.930000 421.000000
SAAB B 8 -0.400000 3406.400000 29.400000 0.870000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -6.070000 383.600000 28.600000 8.060000 355.000000
Resurs Holding 22 -1.230000 602.580000 28.580000 4.980000 573.999998
AcadeMedia 12 0.830000 584.160000 27.160000 4.880000 557.000004
Swedbank A 3 -0.310000 587.550000 23.550000 4.180000 564.000000
OEM International B 7 -0.260000 546.000000 18.000000 3.410000 527.999997
Norva24 Group 16 0.000000 560.000000 17.000000 3.130000 543.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Intrum 4 -1.460000 540.000000 13.000000 2.470000 527.000000
Eastnine 4 -0.630000 502.400000 11.400000 2.320000 491.000000
Karnov Group 9 -0.660000 541.800000 5.800000 1.080000 536.000004
Securitas B 6 -2.470000 573.480000 3.480000 0.610000 570.000000
Corem Property Group B 59 -5.530000 579.680000 2.680000 0.460000 576.999999
Samhällsbyggnadsbo. i Norden D 12 -3.920000 246.960000 0.960000 0.390000 246.000000
Creaspac SPAC 6 -0.720000 577.200000 0.200000 0.030000 577.000002
Coor Service Management Hold. 8 -2.070000 529.600000 -2.400000 -0.450000 532.000000
Handelsbanken A 5 0.190000 541.250000 -4.750000 -0.870000 546.000000
Midsona B 63 -0.110000 567.000000 -16.000000 -2.740000 582.999984
Boozt 12 -2.370000 1630.800000 -23.200000 -1.400000 1653.999996
International Petroleum Corp. 5 -2.350000 560.500000 -34.070000 -5.730000 594.565215
Essity B 2 0.860000 539.000000 -35.000000 -6.100000 574.000000
CTEK 13 -2.350000 497.640000 -36.360000 -6.810000 533.999999
Sampo Oyj SDB 7 0.650000 3804.500000 -45.500000 -1.180000 3850.000000
Vivesto 1368 2.120000 565.800000 -47.200000 -7.700000 612.999432
Essity A 4 0.930000 1084.000000 -65.000000 -5.660000 1149.000000
Beijer Electronics Group 26 3.740000 2886.000000 -85.000000 -2.860000 2971.000006
Fasadgruppen Group 35 0.760000 3717.000000 -94.000000 -2.470000 3810.999990
OX2 18 0.190000 1448.100000 -215.900000 -12.970000 1663.999992
Axfood 13 1.540000 3520.400000 -235.600000 -6.270000 3756.000001
Ovzon 52 -1.870000 2730.000000 -632.000000 -18.800000 3361.999992
TOTAL 46005.290000 -883.280000 -2.52228% 46888.564618

Updated:¶

'2023-01-30 11:11:42.835613'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶